Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'020 CHF | 78'340 CHF | 99.44% | 99.44% |
19.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 233'365 CHF | 78'788 CHF | 98.95% | 98.95% |
18.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'193 CHF | 78'064 CHF | 97.67% | 97.67% |
15.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 234'562 CHF | 79'187 CHF | 99.44% | 99.44% |
14.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'759 CHF | 90'920 CHF | 99.44% | 99.44% |
13.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'310 CHF | 92'770 CHF | 96.92% | 96.92% |
12.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'095 CHF | 96'365 CHF | 96.92% | 96.92% |
11.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 299'175 CHF | 100'725 CHF | 98.87% | 98.87% |
08.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'938 CHF | 101'313 CHF | 93.36% | 93.36% |
07.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'910 CHF | 99'637 CHF | 98.70% | 98.70% |